Probability

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Lecture Outline

• Introduction to probability
• Sample Space & Events
• Mutually Exclusive Events
• Union & Intersection
• Joint Probability
• Complementary Events
• Conditional Probability
• Multiplication Law of Probability
• Independent Events
• Dependent Events
• Addition Law of Probability
• Marginal Probability
• Sensitivity & Specificity
• Bayes’ Law
• Bayesian Inference
 Introduction

• The theory of probability provides the foundation for statistical inference.

• The concept of probability is not foreign to health workers and is frequently encountered in
everyday communication.

For example;

i. A physician say that a patient has a 50–50 chance of surviving a certain operation.

ii. A physician may say that she is 95 percent certain that a patient has a particular disease.

iii. A public health nurse may say that nine times out of ten a certain client will break an
appointment.

• As these examples suggest, most people express probabilities in terms of percentages.

Introduction

• In dealing with probabilities mathematically, it is more convenient to express

probabilities as fractions.

• Thus, we measure the probability of the occurrence of some event by a number

between zero and one.

• The more likely the event, the closer the number is to one; and the more unlikely the
event, the closer the number is to zero.

• An event that cannot occur has a probability of zero, and an event that is certain to
occur has a probability of one.
Sample Space (S)

• The sample space is the set of all possible outcomes.

• The sample space is represented by the symbol S.

• There are 2 possible outcomes with the sample space of tossing a coin;
S = {Head, Tail}

• There are 6 possible outcomes with the sample space of rolling a dice;
S = {1, 2, 3, 4, 5, 6}

• There are 52 possible outcomes with the sample space of drawing a card;
S = {2♠, 2♣, 2♦, 2♥, 3♠, 3♣, 3♦, 3♥, ..., A♠, A♣, A♦, A♥}
Event

• An event is a subset of a sample space S.

• In referring to probabilities of events, an event is any set of outcomes of interest.

• The symbol { } is used as shorthand for the phrase “the event.”

• The probability of an event E, denoted by P(E) or Pr(E), always satisfies 0 ≤ Pr(E) ≤ 1.

Probability

The probability of an event is the relative frequency of this set of outcomes over an
indefinitely large (or infinite) number of trials.
Probability (Example)
The primary aim of a study by Carter et al. was to investigate the effect of the age at
onset of bipolar disorder on the course of the illness. One of the variables
investigated was family history of mood disorders. Table shows the frequency of a
family history of mood disorders in the two groups of interest (Early age at onset
defined to be 18 years or younger and Later age at onset defined to be later than 18
years). Suppose we pick a person at random from this sample. What is the
probability that this person will be 18 years old or younger ?
Table: Frequency of Family History of Mood Disorder
by Age Group Among Bipolar Subjects
 Mutually Exclusive

Two events A and B are mutually exclusive, or disjoint, if A ∩ B = Φ, that is, if A and B
have no elements in common.

or

Two events A and B are mutually exclusive if they cannot both happen at the same time.

If outcomes A and B are two events that cannot both happen at the same time, then;

Pr(A or B) = Pr(A) + Pr(B)

Mutually Exclusive (Examples)

Example-1: Hypertension

•Let A be the event that a person has normotensive diastolic blood pressure (DBP)
readings (DBP < 90), and
•Let B be the event that a person has borderline DBP readings (90 ≤ DBP < 95).
•Suppose that Pr(A) = 0.7, and Pr(B) = 0.1.
•Let Z be the event that a person has a DBP < 95.
•Then Pr (Z) = Pr (A) + Pr (B) = 0.8

The events A and B are mutually exclusive because they cannot occur at the same time.

Example-2: Hypertension

•Let X be diastolic blood pressure (DBP),

•Let C be the event X ≥ 90, and
•Let D be the event 75 ≤ X ≤ 100.

Events C and D are not mutually exclusive, because they both occur when 90 ≤ X ≤ 100.
Union

The union of the two events A and B, denoted by the symbol A∪B, is the event containing
all the elements that belong to A or B or both.

There are two special cases in the union.

i. A ∪ B can be mutually exclusive

ii. A ∪ B can be not mutually exclusive

The given figure diagrammatically depicts A ∪ B both for the case in which A and B are
and are not mutually exclusive.
Union (Examples)

Example: when A ∪ B is mutually exclusive

Example Hypertension:
•Let events A is defined as A = {X < 90},
•Let events B is defined as B = {90 ≤ X < 95},
•where X = diastolic blood pressure (DBP).
•Then A ∪ B = {X < 95}.

Example: when A ∪ B is not mutually exclusive

Example Hypertension:
•Let events C is defined as C = {X ≥ 90},
•Let events D is defined as D = {75 ≤ X ≤ 100},
•where X = diastolic blood pressure (DBP).
•Then C ∪ D = {X ≥ 75}.
Joint Probability or Intersection

• Sometimes we want to find the probability that a subject picked at random from a
group of subjects possesses two characteristics at the same time. Such a probability
is referred to as a joint probability.

• The intersection of two events A and B, denoted by the symbol A ∩ B, is the event
containing all elements that are common to A and B.

• A ∩ B is depicted diagrammatically in the figure.

Joint Probability or Intersection (Example-1)
Example-1: What is the probability that a person picked at random from the 318
subjects will be Early (E) and will be a person who has no family history of mood
disorders (A)?

Table: Frequency of Family History of Mood Disorder

by Age Group Among Bipolar Subjects

•The joint probability may be written in symbolic notation as P(E ∩ A).

•The symbol ∩ is read either as “intersection” or “and”.
•The statement indicates the joint occurrence of conditions E and A.
•The number of subjects satisfying both of the desired conditions is found at the intersection
of the column labeled E and the row labeled A and is seen to be 28.
•Since the selection will be made from the total set of subjects, the denominator is 318.
•Thus, we may write the joint probability as P(E ∩ A) = 28/318 = 0.881
Joint Probability or Intersection (Example-2)

Example-2: Hypertension

•Let events C is defined as C = {X ≥ 90} ,

•Let events D is defined as D = {75 ≤ X ≤ 100},

•where X = diastolic blood pressure (DBP).

•Then C ∩ D = {90 ≤ X ≤ 100}.

Joint Probability or Intersection (Example-3)

Example-3: Classroom

•Let E be the event that a person selected at random in a classroom is majoring in

engineering, and
•Let F be the event that the person is female.

•Then E ∩ F is the event of all female engineering students in the classroom.

Complementary Events
Complementary Events (Example-1)
Complementary Events (Example-2)
Complementary Events (Example-3)
Independent Events

Two events A and B are called independent events if

Pr (A ∩ B) = Pr (A) × Pr (B)

If we want to compute the probability of two or several events occurring simultaneously,

and If the events are independent, then we can use the multiplication law of probability to
do so.
Conditional Probability

When probabilities are calculated with a subset of the total group as the denominator, the
result is a conditional probability.

•If two events are independent, then

Pr(A ∩ B) = Pr(A) × Pr(B)

•The conditional probability can be calculated by dividing both sides by Pr(A) or Pr(B)
(depending what is the given condition should go in the denominator), then

Pr(B) = Pr(A ∩ B)/Pr(A) = Pr(B | A)

 Conditional Probability (Example)

Suppose we pick a subject at random from the 318 subjects and find that he is 18 years or
younger (E). What is the probability that this subject will be one who has no family history
of mood disorders (A)?

Table: Frequency of Family History of Mood Disorder

by Age Group Among Bipolar Subjects

Solution

•The total number of subjects is no longer of interest, since, with the selection of an Early subject,
the Later subjects are eliminated.

Continue on next slide…

Conditional Probability (Example)

• We may define the desired probability, then, as follows: What is the probability that a
subject has no family history of mood disorders (A), given that the selected subject is
Early (E)?

• This is a conditional probability and is written as P(A | E) in which the vertical line is
read “given.”

• The 141 Early subjects become the denominator of this conditional probability, and
28, the number of Early subjects with no family history of mood disorders, becomes
the numerator.

• Our desired probability, then, is

The Multiplication Law of Probability

If A1, . . . , Ak are mutually independent events, then

 Independent Events (Example-1)
Example: Hypertension, Genetics

Suppose we are conducting a hypertension-screening program in the home. Consider all

possible pairs of DBP measurements of the mother and father within a given family, assuming
that the mother and father are not genetically related. This sample space consists of all pairs of
numbers of the form (X, Y) where X > 0, Y > 0. Certain specific events might be of interest in this
context. In particular, we might be interested in whether the mother or father is hypertensive,
which is described, respectively, by events A = {mother’s DBP ≥ 95}, B = {father’s DBP ≥ 95}.
These events are diagrammed in the figure. Suppose that Pr(A) = 0.1, Pr(B) = 0.2.

Compute the probability that both mother and father

are hypertensive if the events are independent.

If A and B are independent events, then

Pr (A ∩ B) = Pr (A) × Pr (B)

Pr (A ∩ B) = 0.1 × 0.2 = 0.02

Independent Events (Example-2)
 Independent Events (Example-2)

b) What is the probability of the joint occurrence of the events of wearing eyeglasses and
being a boy?

• since we have shown that events E and B are independent we may replace
Dependent Events

• If two events are not independent, then they are said to be dependent events.

• Two events A, and B are dependent if

Pr (A ∩ B) ≠ Pr (A) × Pr (B)
Dependent Events (Example)
Example: Hypertension, Genetics

Consider all possible diastolic blood pressure (DBP) measurements from a mother and
her first-born child.

•Let A = {mother’s DBP ≥ 95},

•Let B = {first-born child’s DBP ≥ 80},

•Suppose Pr(A ∩ B) = 0.05, Pr(A) = 0.1, Pr(B) = 0.2

•Then Pr(A ∩ B) = Pr(A) × Pr(B) = 0.02

0.05 > 0.02

•The events A, B would be dependent.
•This outcome would be expected because the mother and first-born child both share the
same environment and are genetically related.

•In other words, the firstborn child is more likely to have elevated blood pressure in
households where the mother is hypertensive than in households where the mother is not
hypertensive.
 The Addition Law of Probability
We know that if A and B are mutually exclusive events, then Pr(A ∪ B) = Pr(A) + Pr(B).
A more general formula for Pr(A ∪ B) can be developed when events A and B are not
necessarily mutually exclusive.

The addition law of probability, is stated as follows:

If A and B are any events, then

Pr(A ∪ B) = Pr(A) + Pr(B) − Pr(A ∩ B)

 The Addition Law of Probability
The addition law of probability of two events A and B is
Pr(A ∪ B) = Pr(A) + Pr(B) − Pr(A ∩ B)

There are Two special cases of the addition law of probability.

First Case: If events A and B are mutually exclusive

Then, Pr(A ∩ B) = 0 and the addition law reduces to

Pr(A ∪ B) = Pr(A) + Pr(B)

Second Case: If events A and B are independent

Then, by definition Pr(A ∩ B) = Pr(A) × Pr(B) and Pr(A ∪ B) can be rewritten as

Pr(A ∪ B) = Pr(A) + Pr(B) − Pr(A) × Pr(B)

•This leads to the following important special case of the addition law.

If two events A and B are independent, then

Pr (A∪ B) = Pr (A) + Pr (B) × [1 − Pr (A)]
 The Addition Law of Probability
Pr (A∪ B) = Pr (A) + Pr (B) × [1 − Pr (A)]

The above special case of the addition law can be interpreted as follows:

The event A ∪ B can be separated into two mutually exclusive events:

{A occurs} and {B occurs and A does not occur}

Furthermore, because of the independence of A and B, the probability of the latter event can
be written as Pr(B) × [1 − Pr(A)].
 The Addition Law of Probability

It is possible to extend the addition law to more than two events. In particular, if there are
three events A, B, and C, then

This result can be generalized to an arbitrary number of events.

 The Addition Law of Probability (Example-1)
Example: Hypertension, Genetics

Let event A = {mother’s DBP ≥ 95}, B = {father’s DBP ≥ 95}, Pr(A) = 0.1, and Pr(B) = 0.2.
assume A and B are independent events. Suppose a “hypertensive household” is defined as
one in which either the mother or the father is hypertensive, with hypertension defined for
the mother and father, respectively, in terms of events A and B. What is the probability of a
hypertensive household?

Solution

Pr(hypertensive household) is

Pr (A∪ B) = Pr (A) + Pr (B) × [1 − Pr (A)]

Pr (A∪ B) = 0.1+ 0.2 × [1 – 0.1]

Pr (A∪ B) = 0.28

Thus 28% of all households will be hypertensive.

 The Addition Law of Probability (Example-2)
If we select a person at random from the 318 subjects represented in the Table, what is
the probability that this person will be an Early age of onset subject (E) or will have no
family history of mood disorders (A) or both?

Table: Frequency of Family History of Mood Disorder

by Age Group Among Bipolar Subjects

Solution
From the information in Table, we calculate;
•P(E) = 141/318 = 0.4434
•P(A) = 63/318 = 0.1981
•P(E ∩ A) = 28/318 = 0.0881
•P(E ∪ A) = P(E) + P(A) − P(E ∩ A)
•P(E ∪ A) = 0.4434 + 0.1981 – 0.0881 = 0.5534
Marginal Probability

We may define marginal probability as follows:

Marginal Probability (Example)

Part-A: Compute the marginal probability P(E) of the data given in the table.

Table: Frequency of Family History of Mood Disorder

by Age Group Among Bipolar Subjects

The variable age at onset is broken down into two categories,

i. Early for onset 18 years or younger,

ii. Later for onset occurring at an age over 18 years.

Continue on next slide…

 Marginal Probability (Example)

• The variable family history of mood disorders is broken down into four categories:

i. Negative family history

ii. Bipolar disorder only
iii. Unipolar disorder only and
iv. Subjects with a history of both unipolar and bipolar disorder.

• The category Early occurs jointly with all four categories of the variable family history of
mood disorders.

• The four joint probabilities that may be computed are;

Continue on next slide…

 Marginal Probability (Example)

The marginal probability P(E) by adding these four joint probabilities as follows:

The result, as expected, is the same as the one obtained by using the marginal total for Early
as the numerator and the total number of subjects as the denominator.

Continue on next slide…